| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,561.7 |
1,580.0 |
18.3 |
1.2% |
1,597.3 |
| High |
1,577.5 |
1,586.6 |
9.1 |
0.6% |
1,603.0 |
| Low |
1,557.8 |
1,550.5 |
-7.3 |
-0.5% |
1,539.1 |
| Close |
1,573.3 |
1,553.2 |
-20.1 |
-1.3% |
1,573.3 |
| Range |
19.7 |
36.1 |
16.4 |
83.2% |
63.9 |
| ATR |
23.8 |
24.7 |
0.9 |
3.7% |
0.0 |
| Volume |
2,465 |
1,818 |
-647 |
-26.2% |
7,995 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.7 |
1,648.6 |
1,573.1 |
|
| R3 |
1,635.6 |
1,612.5 |
1,563.1 |
|
| R2 |
1,599.5 |
1,599.5 |
1,559.8 |
|
| R1 |
1,576.4 |
1,576.4 |
1,556.5 |
1,569.9 |
| PP |
1,563.4 |
1,563.4 |
1,563.4 |
1,560.2 |
| S1 |
1,540.3 |
1,540.3 |
1,549.9 |
1,533.8 |
| S2 |
1,527.3 |
1,527.3 |
1,546.6 |
|
| S3 |
1,491.2 |
1,504.2 |
1,543.3 |
|
| S4 |
1,455.1 |
1,468.1 |
1,533.3 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,763.5 |
1,732.3 |
1,608.4 |
|
| R3 |
1,699.6 |
1,668.4 |
1,590.9 |
|
| R2 |
1,635.7 |
1,635.7 |
1,585.0 |
|
| R1 |
1,604.5 |
1,604.5 |
1,579.2 |
1,588.2 |
| PP |
1,571.8 |
1,571.8 |
1,571.8 |
1,563.6 |
| S1 |
1,540.6 |
1,540.6 |
1,567.4 |
1,524.3 |
| S2 |
1,507.9 |
1,507.9 |
1,561.6 |
|
| S3 |
1,444.0 |
1,476.7 |
1,555.7 |
|
| S4 |
1,380.1 |
1,412.8 |
1,538.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,595.2 |
1,539.1 |
56.1 |
3.6% |
28.3 |
1.8% |
25% |
False |
False |
1,612 |
| 10 |
1,603.0 |
1,534.3 |
68.7 |
4.4% |
26.3 |
1.7% |
28% |
False |
False |
1,962 |
| 20 |
1,674.4 |
1,534.3 |
140.1 |
9.0% |
22.1 |
1.4% |
13% |
False |
False |
1,599 |
| 40 |
1,686.3 |
1,534.3 |
152.0 |
9.8% |
20.1 |
1.3% |
12% |
False |
False |
1,244 |
| 60 |
1,722.8 |
1,534.3 |
188.5 |
12.1% |
19.7 |
1.3% |
10% |
False |
False |
1,053 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
17.1% |
19.1 |
1.2% |
7% |
False |
False |
908 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
17.1% |
17.6 |
1.1% |
7% |
False |
False |
816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,740.0 |
|
2.618 |
1,681.1 |
|
1.618 |
1,645.0 |
|
1.000 |
1,622.7 |
|
0.618 |
1,608.9 |
|
HIGH |
1,586.6 |
|
0.618 |
1,572.8 |
|
0.500 |
1,568.6 |
|
0.382 |
1,564.3 |
|
LOW |
1,550.5 |
|
0.618 |
1,528.2 |
|
1.000 |
1,514.4 |
|
1.618 |
1,492.1 |
|
2.618 |
1,456.0 |
|
4.250 |
1,397.1 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,568.6 |
1,568.6 |
| PP |
1,563.4 |
1,563.4 |
| S1 |
1,558.3 |
1,558.3 |
|